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MOSUM tests for parameter constancy - MaRDI portal

MOSUM tests for parameter constancy (Q4851510)

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scientific article; zbMATH DE number 804237
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MOSUM tests for parameter constancy
scientific article; zbMATH DE number 804237

    Statements

    title
    MOSUM tests for parameter constancy (English)
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    author
    Kurt Hornik
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    Chia-Shang James Chu
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    Chung-Ming Kuan
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    published in
    Biometrika
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    publication date
    10 October 1995
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    zbMATH Keywords
    tests for structural change
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    Brownian bridge
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    CUSUM
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    Wiener process
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    tables
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    moving sums
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    least-squares residuals
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    asymptotical critical values
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    MOSUM test
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    recursive residuals
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    moving-estimates test
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    Identifiers

    zbMATH DE Number
    804237
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    OpenAlex ID
    W1991965391
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